+1.3%
ROP vs DVA
+63.0%
-61.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.1% | +5.2% | +0.3% |
| 7D | -2.7% | -10.7% | +8.0% | -2.1% |
| 30D | +29.7% | -4.4% | +34.1% | +29.9% |
| 3M | +21.2% | -4.1% | +25.3% | +21.4% |
| 6M | +48.3% | -13.2% | +61.5% | +49.1% |
| YTD | +8.4% | +53.2% | -44.8% | +5.4% |
| 1Y | +6.0% | +40.8% | -34.8% | +3.8% |
| 3Y | -5.6% | +109.7% | -115.4% | -10.4% |
| 5Y | +1.3% | +64.5% | -63.2% | -1.0% |
| All | +1.3% | +63.0% | -61.7% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling